Chop the cavolo nero, chicory, watercress and rocket, place in a large colander and wash well, then drain. Heat the oil in a large, deep frying pan over a medium heat, add the leek and cook, stirring, for 1 minute to soften. Add the greens and cook, stirring occasionally, for 5 minutes. Place the cooked greens in the colander over a large bowl to drain and cool. While the greens drain, make the pastry. Work the flour, salt, oil, egg and water together in a large bowl or food processor.
Wrap the dough in plastic wrap and rest in the refrigerator for 30 minutes. Preheat the oven to 200°C (180°C fan-forced). Take the pastry out of the refrigerator so it warms up a little, making it easier to roll. Squeeze the greens to remove any remaining liquid - they should be fairly dry. Combine the greens with the feta, mint, green onions, currants and lemon zest. Season well with salt and freshly ground black pepper.
Take two-thirds of the pastry and roll it out thinly to fit the base and side of a non-stick, shallow, 26-28 cm round tin (one with a removable base is best). Place the filling evenly over the base. Brush a little of the egg glaze around the rim of the pastry. Roll the remaining pastry out to a thin round that is large enough to cover the top of the pie. Ease the pastry over the filling. Trim, and then seal the edge by crimping the pastry together. Make a small slash in the top of the pastry for steam to escape. Brush with the egg glaze, then sprinkle with sesame seeds and a little sea salt, if using.
Bake for 40-45 minutes, or until the pastry is golden. Stand for 10 minutes before cutting. Serve hot, warm or cold. This pie goes really well with tzatziki